Can Rigid body follow a path
Initial velocity
An object's location and rotation can either be animated by hand or by rigid body simulation. Both things are not possible at the same time for logical reasons. Rigid bodies have the Animated option to switch which animation mechanism is used at any point in the timeline. We can use this to control the initial velocity.

Rigid Body Settings
Set the planet to passive type, the asteroid to active and give it an initial velocity using keyframes and the Animated option, as explained in the link. 

Gravity
Depending on how big your scene is compared to the planet, the direction and strength of the gravity force can be regarded constant or not. If the asteroid is only seen from the ground's perspective, it is usually sufficient to use a constant field.  



Constant field
Using the default settings for gravity in Scene panel is sufficient for this approach.

Variable field
Deactivate the gravity in Scene panel and add a force field of Point shape on the planet, or in a seperate force field object. Check the Gravitation setting for more realistic force magnitudes.